The paper is aimed to the behaviour analysis of the Tunisian economy with inflation trageting regime represented by a New Keynesian dynamic stochastic general equilibrium model .This model is employed as a macroeconomic method of modelization to analyze this policy estimated with the Bayesian technique in a response to many exogenous shocks. The paper tests the model’s proprieties on recent Tunisian data. Moreover, it shows the monetary policy transmission mechanism The model seems to give a satisfactory approximation of the Tunisian economy behaviour. The ultimate goal of the model is to be used in simulation exercises, policy advice and forecasting at the Bank ofTunisia.